| Metric | 4056635:btcusd:triple_gx:lsma170_95_60 | 4056635:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 184.23% | 105.84% |
| Max Drawdown | -19.98% | -67.18% |
| Sharpe | 0.64 | 0.35 |
| Sortino | 0.98 | 0.51 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.33 | 1.03 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 18.25 | 4.1 |
| Outlier Loss Ratio | 4.35 | 3.76 |
| Volatility (ann.) | 14.82% | 26.57% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.99 | 0.39 |
| Skew | 0.61 | 0.16 |
| Kurtosis | 19.83 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.79% | 1.92% |
| Expected Yearly % | 29.84% | 19.78% |
| Kelly Criterion | 7.0% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.26% |
| Expected Shortfall (cVaR) | -1.25% | -2.26% |
| Year | 4056635:BTCUSD | 4056635:btcusd:triple_gx:lsma170_95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 2.42 | -0.04 | + |
| 2023 | 155.54 | 44.53 | 0.29 | - |
| 2024 | 121.00 | 122.18 | 1.01 | + |
| 2025 | -6.45 | -13.58 | 2.10 | - |
| Metric | 4056635:btcusd:triple_gx:lsma170_95_60 | 4056635:BTCUSD |
|---|---|---|
| MTD | 4.06% | 3.6% |
| 3M | -13.58% | -11.42% |
| 6M | 14.62% | 35.88% |
| YTD | -13.58% | -6.45% |
| 1Y | 55.33% | 24.76% |
| 3Y (ann.) | 42.34% | 25.14% |
| 5Y (ann.) | 39.8% | 26.05% |
| Metric | 4056635:btcusd:triple_gx:lsma170_95_60 | 4056635:BTCUSD |
|---|---|---|
| Max Drawdown | -19.98% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.94% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 9.22 | 1.58 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-27 | -19.98 | 124 |
| 2022-05-31 | 2022-07-30 | -19.67 | 59 |
| 2022-09-13 | 2023-01-12 | -19.13 | 121 |
| 2023-03-22 | 2023-12-05 | -17.44 | 258 |
| 2023-12-09 | 2024-02-12 | -15.11 | 65 |
| 2022-02-16 | 2022-03-28 | -13.81 | 40 |
| 2022-03-29 | 2022-05-30 | -10.12 | 62 |
| 2024-08-26 | 2024-09-24 | -9.30 | 29 |
| 2023-01-21 | 2023-03-17 | -8.14 | 54 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 4056635:btcusd:triple_gx:lsma170_95_60 | 4056635:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -10.43% | -29.64% |
| Best Month | 35.27% | 43.77% |
| Worst Month | -12.64% | -37.12% |
| Best Year | 122.18% | 155.54% |
| Worst Year | -13.58% | -61.04% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 5.22% | 7.58% |
| Avg. Down Week | -3.74% | -4.61% |
| Avg. Up Month | 13.11% | 17.49% |
| Avg. Down Month | -8.11% | -14.15% |
| Win Days % | 50.42% | 51.1% |
| Win Month % | 60.61% | 60.53% |
| Win Week % | 57.45% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |